+1,002.5%
WDC vs IOT
+61.4%
+941.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.7% | +2.1% | +5.3% |
| 7D | +1.7% | -2.3% | +4.1% | +2.1% |
| 30D | -10.0% | +3.8% | -13.8% | -10.7% |
| 3M | -18.8% | +14.2% | -32.9% | -21.6% |
| 6M | +79.0% | +40.1% | +38.9% | +63.0% |
| YTD | +171.6% | +13.4% | +158.2% | +156.6% |
| 1Y | +417.4% | +12.2% | +405.2% | +387.0% |
| 3Y | +1,251.8% | +30.0% | +1,221.8% | +1,100.4% |
| All | +1,002.5% | +61.4% | +941.1% | +724.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IOT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling